Hi,Dakila, your suggestion is helpful. I am trying to follow the instruction to apply the FAVAR. However, I did the exactly same as the favar_ex, the software replied me with "factor01 is not the same length as the sample". Could you tell me what is wrong with it?

Hi!! I am also in the process of generating a FAVAR-however I would like to impose my own shock(for example a 30% decrease in my Y variable) but I do not know how to manipulate the add in any help will be extremely appreciated!!

HIi was trying to run FAVAR using the example file favar_ex.prg. however when i run the program i get an error that there is syntax error in vector tcode =@fill(1,5,5,1,1,5,5,5,1,1,5,5,5,1,5,5,4,5,1,1). i am not able to figure out why??? please help. Also while using FAVAR as an add-in when a dialogue box appears, i am not able to understand as to how the the vector of transformation code has to be added. if i write 1,5,5,5,4 etc then how would the package know as to what 1 and 5 and 4 means???. i am confused please help

Maybe you need to upgrade the version 9. It is compatible with Eviews 9.If you want to use the dialog, first create a vector of the transformation code. Then open the dialog and insert that vector into the box.

Thanks for your prompt reply. can you give me an example of creating a vector of transformation code. suppose i have 3 series. X, Y,Z. so if my transformation code is 1=no transformation, 4=first difference, and 5=logarithm. then do i transform the series in the workfile and create a group of transformed series???. if not then what is the other way out??. also i have one more query that transformation vector would be of y variable and the group of variables we are interested in for obtaining impulse responses??

Sorry, the add-ins only allows log(4) and first diff of log(5). You can not define the transformation code.For example, use the following command to transform your series.series dlgdp=dlog(gdp). for first diff of logseries lgdp=log(gdp). for taking log

dakila wrote:Maybe you need to upgrade the version 9. It is compatible with Eviews 9.If you want to use the dialog, first create a vector of the transformation code. Then open the dialog and insert that vector into the box.

Dear dakila,

I tried to modify the code for creating vector tcode using this command:

However, when I rerun the program, the Eviews stopped working and asked the program to be closed.I can't figure out what was wrong. Does it relate to the Eviews version that I use?I also use EViews 7 to run the program and install the add-ins.And I don't think I will be able to upgrade to EViews 9 at the moment.

hiim working favar model with Eviews and I thank you for your guidance.I have a few questions1- what do you mean from I(0),I(1) factors?You're talking about stability?2-when I run program[ 'Stock and Watson (2002) - I(0) factors where T>N] "for statement unterminated in "for !J=1 to 20"please guide me